Alphaville (Brazil) Technical Analysis
| AVLL3 Stock | BRL 0.80 0.01 1.27% |
As of the 3rd of March, Alphaville shows the Mean Deviation of 2.29, standard deviation of 3.22, and Risk Adjusted Performance of (0.20). Alphaville SA technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the firm's future prices. Please confirm Alphaville SA information ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk to decide if Alphaville SA is priced correctly, providing market reflects its regular price of 0.8 per share.
Alphaville Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Alphaville, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AlphavilleAlphaville |
Alphaville 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Alphaville's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Alphaville.
| 12/03/2025 |
| 03/03/2026 |
If you would invest 0.00 in Alphaville on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Alphaville SA or generate 0.0% return on investment in Alphaville over 90 days. Alphaville is related to or competes with Bank of America, Autohome, and Bread Financial. Alphaville S.A. holds interests in other companies, businesses, and investment funds More
Alphaville Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Alphaville's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Alphaville SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 21.55 | |||
| Value At Risk | (6.06) | |||
| Potential Upside | 2.61 |
Alphaville Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alphaville's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alphaville's standard deviation. In reality, there are many statistical measures that can use Alphaville historical prices to predict the future Alphaville's volatility.| Risk Adjusted Performance | (0.20) | |||
| Jensen Alpha | (0.86) | |||
| Total Risk Alpha | (1.16) | |||
| Treynor Ratio | 19.41 |
Alphaville March 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.20) | |||
| Market Risk Adjusted Performance | 19.42 | |||
| Mean Deviation | 2.29 | |||
| Coefficient Of Variation | (377.06) | |||
| Standard Deviation | 3.22 | |||
| Variance | 10.37 | |||
| Information Ratio | (0.29) | |||
| Jensen Alpha | (0.86) | |||
| Total Risk Alpha | (1.16) | |||
| Treynor Ratio | 19.41 | |||
| Maximum Drawdown | 21.55 | |||
| Value At Risk | (6.06) | |||
| Potential Upside | 2.61 | |||
| Skewness | (0.01) | |||
| Kurtosis | 2.99 |
Alphaville SA Backtested Returns
Alphaville SA secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the company had a -0.15 % return per unit of risk over the last 3 months. Alphaville SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Alphaville's Risk Adjusted Performance of (0.20), standard deviation of 3.22, and Mean Deviation of 2.29 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0445, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Alphaville are expected to decrease at a much lower rate. During the bear market, Alphaville is likely to outperform the market. At this point, Alphaville SA has a negative expected return of -0.5%. Please make sure to confirm Alphaville's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Alphaville SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.66 |
Good predictability
Alphaville SA has good predictability. Overlapping area represents the amount of predictability between Alphaville time series from 3rd of December 2025 to 17th of January 2026 and 17th of January 2026 to 3rd of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Alphaville SA price movement. The serial correlation of 0.66 indicates that around 66.0% of current Alphaville price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Alphaville technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Alphaville SA Technical Analysis
The output start index for this execution was two with a total number of output elements of fifty-nine. The Normalized Average True Range is used to analyze tradable apportunities for Alphaville SA across different markets.
About Alphaville Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Alphaville SA on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Alphaville SA based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Alphaville SA price pattern first instead of the macroeconomic environment surrounding Alphaville SA. By analyzing Alphaville's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Alphaville's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Alphaville specific price patterns or momentum indicators. Please read more on our technical analysis page.
Alphaville March 3, 2026 Technical Indicators
Most technical analysis of Alphaville help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Alphaville from various momentum indicators to cycle indicators. When you analyze Alphaville charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.20) | |||
| Market Risk Adjusted Performance | 19.42 | |||
| Mean Deviation | 2.29 | |||
| Coefficient Of Variation | (377.06) | |||
| Standard Deviation | 3.22 | |||
| Variance | 10.37 | |||
| Information Ratio | (0.29) | |||
| Jensen Alpha | (0.86) | |||
| Total Risk Alpha | (1.16) | |||
| Treynor Ratio | 19.41 | |||
| Maximum Drawdown | 21.55 | |||
| Value At Risk | (6.06) | |||
| Potential Upside | 2.61 | |||
| Skewness | (0.01) | |||
| Kurtosis | 2.99 |
Alphaville March 3, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Alphaville stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 166.67 | ||
| Daily Balance Of Power | 0.33 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 0.80 | ||
| Day Typical Price | 0.80 | ||
| Price Action Indicator | 0.01 |
Additional Tools for Alphaville Stock Analysis
When running Alphaville's price analysis, check to measure Alphaville's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Alphaville is operating at the current time. Most of Alphaville's value examination focuses on studying past and present price action to predict the probability of Alphaville's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alphaville's price. Additionally, you may evaluate how the addition of Alphaville to your portfolios can decrease your overall portfolio volatility.